Algae - An algaecide is the main artillery. Just make sure you're using an algaecide designed to combat your type of algae. Of course, chlorine also kills algae. You might consider first brushing the algae from the pool wall to expose all of the cells to the algaecide.
Cloudy water - Shocking the water usually clears up any cloudiness, especially if the culprit is algae. If shocking doesn't work, use a clarifier to help the filtration system do its job.
Stains - Balance the water before treating the stain, or else it might occur again. Use a stain remover, avialable from your pool and spa supply store, that's designed to treat the type of stain you have. If your pool is plaster and is severely stained, you might need to consider draining the pool and having the surface acid-washed by a professional.
Scale - Make sure the water is properly balanced. Then use a scale-removing product and thoroughly brush the walls to suspend the scale so the filter can trap it. You may need a special tile cleaner to remove scale deposits from the waterline area, where they're most noticeable.
Corrosive water - Use soda ash (sometimes sold under a name like pH Up) or sodium bicarbonate to raise pH and total alkalinity.
Alkaline water - Lower pH and total alkalinity by using a pH-reducing product. These include sodium bisulfate, sulfuric acid, hydrochloric acid, and muriatic acid.
Eye and skin irritation or Odor- Test the water to find out whether any water-balance factors are out of their ideal range. Then shock the pool water to get rid of chloramines.
Discolored water - If the problem is algae, follow the guidelines for algae above. If a metal is the culprit, use a sequestering agent to keep the metal in solution. Also use a flocculant to cluster the metal particles so they're large enough to filter out.
Foam - Use a small amount of defoamer and allow it to circulate for several minutes before adding more as needed. For a long-term solution, balance, shock, and/or replace some of the water with fresh water.
Scum - Use an over-the-counter tub and tile cleaner to scrub away the scum. Use as little as possible to minimize the amount of cleaner entering the water.